To block file transfers using GFI WebMonitor you will need to block access to peer to peer sites as well as stop traffic from file transfer applications. You can always exclude an application from this list, for example you might want to exclude the Dropbox app from such a policy.
Start by clicking Manage, select the Policies option, click Add Policy, give the new policy a name and a description. Set the new policy to Block, drag and drop the Websites element and select the peer-to-peer category from the list. Then click Add to Policy. Drag and drop the Applications element, select the Applications option and click the Application selector button from the category filters. Select the File Transfer option, click Actions and click Select all.
Review the list of applications selected and un-check any applications you want to exclude from this policy, in this case we will exclude Dropbox. When done click Add to policy. Check that all of the required policy conditions are ok and save the new policy.